Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-06-29 0.288788 0.313577 0.340397 0.371724 0.407510 0.447353 0.495403
2025-07-06 0.251461 0.282465 0.317781 0.361433 0.414572 0.478014 0.560824
2025-07-13 0.233281 0.269159 0.311752 0.366928 0.437868 0.528023 0.654777
2025-07-20 0.219118 0.258348 0.306524 0.371440 0.458956 0.576599 0.753954
2025-07-27 0.205166 0.246071 0.297681 0.369503 0.470253 0.612428 0.840672
2025-08-03 0.194959 0.237427 0.292332 0.371032 0.485631 0.655124 0.944949
2025-08-10 0.181715 0.223708 0.278951 0.359857 0.480964 0.666574 1.000057
2025-08-17 0.169527 0.210542 0.265266 0.346843 0.471809 0.669231 1.039659
2025-08-24 0.162685 0.204114 0.260318 0.345873 0.480622 0.701567 1.139453
2025-08-31 0.159902 0.203001 0.262606 0.355609 0.507051 0.766984 1.319393
2025-09-07 0.154686 0.198137 0.259118 0.356098 0.518201 0.806855 1.457127
2025-09-14 0.149313 0.192738 0.254466 0.354296 0.525106 0.839630 1.588198
2025-09-21 0.143976 0.187273 0.249606 0.352125 0.531754 0.874222 1.738768
2025-09-28 0.137238 0.179459 0.240784 0.342850 0.524739 0.880372 1.818582
2025-10-05 0.134594 0.177510 0.240743 0.348037 0.544664 0.945777 2.088414
2025-10-12 0.131904 0.175339 0.240196 0.352260 0.563182 1.011690 2.393765
2025-10-19 0.128049 0.171233 0.236368 0.350491 0.569790 1.051735 2.636652
2025-10-26 0.125152 0.168443 0.234462 0.351916 0.582878 1.109784 2.981047
2025-11-02 0.119962 0.161941 0.226286 0.341579 0.570772 1.103078 3.066871
2025-11-09 0.114708 0.155174 0.217423 0.329525 0.554100 1.082418 3.086495
2025-11-16 0.112021 0.152291 0.214765 0.328627 0.560980 1.124852 3.417318
2025-11-23 0.111440 0.152648 0.217412 0.337650 0.590213 1.234424 4.179291
2025-11-30 0.109251 0.150385 0.215581 0.338103 0.600479 1.292889 4.738868